ASX SPI 200 Index Future March 2011


Trading Metrics calculated at close of trading on 19-Jan-2011
Day Change Summary
Previous Current
18-Jan-2011 19-Jan-2011 Change Change % Previous Week
Open 4,754.0 4,788.0 34.0 0.7% 4,682.0
High 4,797.0 4,829.0 32.0 0.7% 4,791.0
Low 4,748.0 4,770.0 22.0 0.5% 4,674.0
Close 4,778.0 4,827.0 49.0 1.0% 4,791.0
Range 49.0 59.0 10.0 20.4% 117.0
ATR 43.0 44.1 1.1 2.7% 0.0
Volume 19,873 29,238 9,365 47.1% 89,922
Daily Pivots for day following 19-Jan-2011
Classic Woodie Camarilla DeMark
R4 4,985.7 4,965.3 4,859.5
R3 4,926.7 4,906.3 4,843.2
R2 4,867.7 4,867.7 4,837.8
R1 4,847.3 4,847.3 4,832.4 4,857.5
PP 4,808.7 4,808.7 4,808.7 4,813.8
S1 4,788.3 4,788.3 4,821.6 4,798.5
S2 4,749.7 4,749.7 4,816.2
S3 4,690.7 4,729.3 4,810.8
S4 4,631.7 4,670.3 4,794.6
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 5,103.0 5,064.0 4,855.4
R3 4,986.0 4,947.0 4,823.2
R2 4,869.0 4,869.0 4,812.5
R1 4,830.0 4,830.0 4,801.7 4,849.5
PP 4,752.0 4,752.0 4,752.0 4,761.8
S1 4,713.0 4,713.0 4,780.3 4,732.5
S2 4,635.0 4,635.0 4,769.6
S3 4,518.0 4,596.0 4,758.8
S4 4,401.0 4,479.0 4,726.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,829.0 4,730.0 99.0 2.1% 49.4 1.0% 98% True False 23,107
10 4,829.0 4,674.0 155.0 3.2% 41.4 0.9% 99% True False 20,365
20 4,829.0 4,674.0 155.0 3.2% 44.4 0.9% 99% True False 18,329
40 4,829.0 4,552.0 277.0 5.7% 34.0 0.7% 99% True False 15,338
60 4,829.0 4,552.0 277.0 5.7% 23.2 0.5% 99% True False 10,234
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,079.8
2.618 4,983.5
1.618 4,924.5
1.000 4,888.0
0.618 4,865.5
HIGH 4,829.0
0.618 4,806.5
0.500 4,799.5
0.382 4,792.5
LOW 4,770.0
0.618 4,733.5
1.000 4,711.0
1.618 4,674.5
2.618 4,615.5
4.250 4,519.3
Fisher Pivots for day following 19-Jan-2011
Pivot 1 day 3 day
R1 4,817.8 4,812.5
PP 4,808.7 4,798.0
S1 4,799.5 4,783.5

These figures are updated between 7pm and 10pm EST after a trading day.

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